• Program Evaluation with High-Dimensional Data

• A Markov Switching Multi-Fractal Conditional Poisson Model for Time Series of Counts

• Quantile and Control Variable Restrictions in Irregular Correlated Random Coefficient Models

• Endogeneity in Semiparametric Binary Random Coefficient Models

• Simon Freyaldenhoven

• 

  Dividend Momentum and Stock Return Predictability: A Bayesian Approach

• Fixed-Effect Regressions on Network Data

• Efficient Two-Step Estimation via Targeting

• Neil Shephard

• Matteo Luciani

• 

  High-Dimensional Conditionally Gaussian State Space Models with Missing Data

• 

  Testing for Identification in Potentially Misspecified Linear GMM

• Econometrics Seminar-Mitchell

• Econometrics Seminar-Kleibergen

• Inference in Additively Separable Models with a High Dimensional Component